+224.0%
FLUT vs SSNC
+1,082.2%
-858.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.6% | +0.6% | -2.3% | -1.7% |
| 30D | +7.7% | +6.0% | +1.7% | +6.7% |
| 3M | -0.7% | +21.0% | -21.7% | -3.9% |
| 6M | -11.2% | +12.1% | -23.2% | -12.9% |
| YTD | -53.4% | -3.2% | -50.2% | -53.3% |
| 1Y | -65.8% | -4.4% | -61.4% | -65.6% |
| 3Y | -44.9% | +51.6% | -96.6% | -47.9% |
| 5Y | -49.7% | +21.1% | -70.8% | -51.9% |
| 10Y | -9.7% | +177.7% | -187.4% | -15.6% |
| All | +224.0% | +1,082.2% | -858.2% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling